我有二題不會的.可以麻煩大家幫我解嗎.... 1. A bond protfolio manager invests 20 million is a bond insued at par that matures in 30 years, and that promises to pay an annual inerest rate of 9 percent. The interest is paid once per year, and the payments are reinvested at an annual interest rate of 8 percent. The first payment if one year from today. What is the annual yield on this investment ? 答案是:8.385% 2. A portfolio consists of two positions: one position is long 100m of a 2-year bond priced at 101 with a duration of 1.7; the other position is short 50million of a 5-year bond priced at 99 with a duration of 4.1. What is the duration of the protfolio ? 答案是:-0.61 我比較笨..希望大家幫我解一下.謝謝.... --

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